Model Risk Auditor
Model Risk Auditor
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Job Description
We are looking for you if you:
- have strong analytical skills with the drive to challenge models algorithms and corresponding processes in a complex international financial institution
- have an academic degree in a quantitative field e.g. econometrics statistics mathematics or physics
- have at least 4 years of modelling experience in model risk credit risk or market risk and can look into this with a birds eye view
- have proven communication convincing and advisory skills with the ability to work at all levels in the organization
- are fluent in English
- are willing to travel depending on the assignments.
English level B2
Youll get extra points for:
- audit experience
- practical experience with regulatory (e.g. IRB FRTB IRRBB CCR) and nonregulatory risk models (e.g. IFRS9 pricing/valuation XVA) in a development validation or risk management role
- programming skills in e.g. Python/ R / Matlab / SAS
- being organisationally sensitive and effective in conflict management
- being persuasive; having the ability to get people on board and ensure necessary buyin from stakeholders
- certification in Audit or Quantitative Risk Management.
Your responsibilities:
- perform model related audits mostly within the risk domain
- review followup on regulatory and nonregulatory modelrelated improvements
- contribute to view on model risk management across risk types
- stakeholder engagement.
Information about the squad:
As a Model Risk Auditor you are part of an international Model Risk audit team which is positioned in the global CAS Audit Division for Risk & Finance.CAS is a highly professional organisation with audit teams across the globe and comprises a diverse international team of around 400 members.Together with your CAS colleagues you have worldwide coverage on model related audits. International audits are performed as a joint effort
between local representatives and (central) model specialists. Working at CAS you will be operating at the very heart of the ING organization. This also means that your work has the interest of regulators external auditors and executive management.
The role of audit manager is considered as a changedriving role so you will also make an impact in ING with codesigning audit strategy in a specific area and consequent of the respective audit activities.
The role naming convention in the global ING job architecture will be Audit Specialist V.
Employment Type
Full-Time
